In “Ballad of a Thin Man” Bob Dylan sings, “Something is happening here, but you don’t know what it is,” a refrain that applies perfectly to Daphne (Jasmine Batchelor), the eponymous character in a new play by Renae Simone Jarrett at LCT3’s Claire Tow Theater. Something is certainly happening to Daphne, psychologically and physically, but the uncanny transformation doesn’t obey the conventional rules of time or space, and nothing may be what it seems.